I'm sure you've checked this out, John, but BOL says of connection-level settings...
"SQL Server evaluates datetime constants at run time. A date string that works for the date formats expected by one language may be unrecognizable if the query is executed by a connection using a different language and date format setting. For example, this view works correctly for connections made with the language set to U.S. English, but not for connections made using other languages: "
Have you tried issuing SET DATEFORMAT YMD as the first statement in your batch? I apologise if I'm stating the 'bleedin' obvious' but it hasn't yet been mentioned in this thread.
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